plot.crch.boost

0th

Percentile

Plot coefficient paths of boosted CRCH objects.

Plot paths of coefficients or log-likelihood contributions for crch.boost models.

Keywords
regression
Usage
# S3 method for crch.boost
plot(x, loglik = FALSE, 
  standardize = TRUE, which = c("both", "location", "scale"), 
  mstop = NULL, coef.label = TRUE, col = NULL, …)
Arguments
x

an object of class "crch.boost".

loglik

logical whether log-likelihood contribution shall be plotted instead of coefficient value.

standardize

logical whether coefficients shall be standardized. Not used if loglik = TRUE

which

which coefficients: "location" and "scale" plots only the coefficients for the location and scale part of the model respectively. "both" plots the coefficient paths of both parts in one graph.

mstop

Stopping iteration for which a vertical line is plotted. Possible choices are "max", "aic", "bic", "cv", "all", or "no". Default is the stopping iteration used for fitting.

coef.label

logical whether paths shall be labeled.

col

Color(s) for the paths. If which="both" a vector of two colors where the paths for the location are plotted in the first color and for the scale in the second color.

further arguments passed to plot.ts.

See Also

crch.boost,plot.ts

Aliases
  • plot.crch.boost
Documentation reproduced from package crch, version 1.0-4, License: GPL-2 | GPL-3

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